报告题目：A Brief Review of Recent Advances on Chance Constrained Programs
报告人：肖现涛
报告人简介：肖现涛，现任大连理工大学数学科学学院教授、博士生导师, 担任运筹学与控制论研究所所长。近期的研究方向为: 求解随机优化问题的随机优化算法。部分论文发表在SIAM Journal on Optimization, Mathematics of Operations Research, INFORMS Journal on Computing.
报告内容简介：Chance constrained program is a widely used modeling approach in the optimizationproblems involving uncertain parameters, which requires the constraints be satisfiedwith high probability. When high uncertainty is involved and reliability is crucial indecision-making, chance constraint is much more appropriate in contrast to expectationconstraint which cannot reflect decision makers’attitude to undesirable constraints.However, except a few known tractable cases, solving chance constrained programs isin general difficult since the feasible set is not guaranteed to be convex. In this talk,we briefly review the development of numerical algorithms for chance constrainedprograms in recent years.
报告时间：2025年11月30日14:00
报告地点：学院会议室401
欢迎各位老师和同学参加！
